quantlab.utils.resample.resolve_resample_how#

quantlab.utils.resample.resolve_resample_how(how, variables, owner)[source]#

Return one method per variable of the panel being resampled.

A string applies to every variable. A dict must name every variable: an unlisted variable is refused rather than silently dropped or given a default, and a listed name the panel does not have is refused too.

Parameters:

howdict[str, str] or str: The resample_how field.
variableslist[str]: The panel’s data variables.
ownerstr: Class name quoted in error messages.

Examples

>>> resolve_resample_how("last", ["bid", "ask"], "NbboPanelDataset")
{'bid': 'last', 'ask': 'last'}
>>> resolve_resample_how({"bid": "last"}, ["bid", "ask"], "NbboPanelDataset")
Traceback (most recent call last):
ValueError: NbboPanelDataset: resample_how does not name ['ask'] ...